Optimal forecasts in the presence of structural breaks

M. Hashem Pesaran; Andreas Pick; Mikhail Pranovich

Year of publication:	2013
Authors:	Pesaran, M. Hashem ; Pick, Andreas ; Pranovich, Mikhail
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 134-152
Subject:	Forecasting \| Structural breaks \| Optimal weights \| Robust optimal weights \| Exponential smoothing \| Strukturbruch \| Structural break \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Robustes Verfahren \| Robust statistics \| Theorie \| Theory

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